Associate Professor at Universidad Carlos III de Madrid since 2012.
Ph.D. in Economics from Universitat Autònoma de Barcelona (2004).
Fields of Interest
- Financial Econometrics (volatility models in discrete and continuous time).
- Time Series (long memory, fractional roots).
- Panel Data and Empirical Finance.
Teaching
- Econometrics I (Finance B.A.).
- Econometrics Master/PhD